document required permissions (Azure#12055)

Author: holylander

src/Resources/Resources/help/New-AzADGroup.md

@@ -18,7 +18,13 @@ New-AzADGroup -DisplayName <String> -MailNickname <String> [-Description <String
 ```
 
 ## DESCRIPTION
-Creates a new active directory group.
+Creates a new active directory group.Below are the permissions needed:
+
+- Azure Active Directory Graph
+  - Directory.ReadWrite.All
+- Microsoft Graph
+  - Directory.ReadWrite.All
+  - PrivilegedAccess.ReadWrite.AzureADGroup
 
 ## EXAMPLES